first of all, it sounds like you have 2 different things going on. the anal glands and hot spots in the anal area sound allergy related. does he chew/lick/scratch himself a lot? frequent anal glad problems are related to allergy, and the hot spots in the area could very well be because the gland were full. he is a lab after all, they are very prone to allergies! however thats not an urgent concern.

now more importantly, if he isnt drinking still, def try to get fluids into him by force. when my friends puppy got heat stroke she bought a bunch of gatoraide and just opened his mouth and poured it in slowly, several times every few mins. and within a few hours (with some cool air and rest) he was coming around. so Id suggest at least trying that first, or if that doesnt work, or youre really concerned, take him back to the vet. or perhaps see a different vet! not to say you have a bad vet, but like the others have said, just know there are a lot of not so good vets out there. my dad is a vet specialist and we see cases allll the time where vets did the wrong thing for too long, and majorly messed up the animals. its frustrating and sad, but true.

good luck, I hope he comes around soon